scientific article; zbMATH DE number 1522705

MaRDI QIDQ4510974zbMATH OpenFDO

Authors John Geweke

Publication date 16 December 2001

zbMATH Keywords

Bayes factordiagnostic testsmodel specificationpartial informationposterior simulationprior density

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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(8)

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• Model criticism in latent space
• Exploratory data analysis and model criticism with posterior plots
• A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors
• A simulation-based method for model evaluation
• SOME REMARKS ON MODEL CRITICISM
• Comparing dynamic equilibrium models to data: a Bayesian approach

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